+1,059.7%
APH vs IWD
+197.9%
+861.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.6% |
| 7D | +5.0% | -0.3% | +5.2% | +5.2% |
| 30D | -3.9% | +0.6% | -4.5% | -4.6% |
| 3M | +13.0% | +7.2% | +5.7% | +4.5% |
| 6M | +25.2% | +16.2% | +8.9% | +6.4% |
| YTD | +22.9% | +23.3% | -0.4% | -1.9% |
| 1Y | +47.8% | +29.6% | +18.3% | +12.0% |
| 3Y | +283.0% | +70.5% | +212.6% | +118.3% |
| 5Y | +349.7% | +73.5% | +276.2% | +154.0% |
| All | +1,059.7% | +197.9% | +861.8% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling